| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 557.19% | -20.42% |
| Max Drawdown | -35.71% | -79.31% |
| Sharpe | 1.17 | 0.37 |
| Sortino | 2.06 | 0.58 |
| Payoff Ratio | 1.34 | 1.2 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.65 | 1.2 |
| CPC Index | 0.85 | 0.61 |
| Tail Ratio | 1.26 | 1.14 |
| Outlier Win Ratio | 12.61 | 4.33 |
| Outlier Loss Ratio | 3.31 | 3.21 |
| Volatility (ann.) | 68.44% | 90.66% |
| R^2 | 0.57 | 0.57 |
| Calmar | 2.17 | -0.08 |
| Skew | 1.85 | 0.94 |
| Kurtosis | 13.4 | 4.53 |
| Expected Daily % | 0.16% | -0.02% |
| Expected Monthly % | 4.82% | -0.57% |
| Expected Yearly % | 60.11% | -5.55% |
| Kelly Criterion | 9.88% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.67% | -7.71% |
| Expected Shortfall (cVaR) | -5.67% | -7.71% |
| Year | 7107161:MKRUSD | 7107161:mkrusd:triple_gx:lsma140_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.18 | 12.50 | -0.17 | + |
| 2023 | 233.12 | 113.58 | 0.49 | - |
| 2024 | -12.32 | 254.23 | -20.63 | + |
| 2025 | 5.52 | -22.78 | -4.13 | - |
| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| MTD | -5.1% | 6.27% |
| 3M | -32.37% | -9.3% |
| 6M | -10.53% | -13.7% |
| YTD | -22.78% | 5.52% |
| 1Y | 36.22% | -41.87% |
| 3Y (ann.) | 83.52% | 4.67% |
| 5Y (ann.) | 77.39% | -6.72% |
| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| Max Drawdown | -35.71% | -79.31% |
| Longest DD Days | 141.0 | 705.0 |
| Avg. Drawdown | -11.6% | -19.01% |
| Avg. Drawdown Days | 32.0 | 91.0 |
| Recovery Factor | 15.6 | -0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-28 | 2025-05-31 | -35.71 | 92 |
| 2023-03-06 | 2023-07-03 | -35.55 | 119 |
| 2022-11-11 | 2023-03-01 | -30.92 | 110 |
| 2022-05-16 | 2022-10-04 | -29.02 | 141 |
| 2022-03-18 | 2022-05-14 | -28.33 | 57 |
| 2024-04-05 | 2024-07-15 | -26.82 | 101 |
| 2022-10-19 | 2022-11-10 | -23.73 | 22 |
| 2024-07-17 | 2024-11-07 | -23.40 | 113 |
| 2024-12-04 | 2025-02-27 | -23.03 | 85 |
| 2023-10-24 | 2023-12-31 | -17.72 | 68 |
| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -19.75% | -26.61% |
| Best Month | 96.21% | 87.68% |
| Worst Month | -22.18% | -37.3% |
| Best Year | 254.23% | 233.12% |
| Worst Year | -22.78% | -74.18% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.18% | -3.56% |
| Avg. Up Week | 8.62% | 9.62% |
| Avg. Down Week | -6.51% | -8.03% |
| Avg. Up Month | 24.57% | 28.96% |
| Avg. Down Month | -12.59% | -23.39% |
| Win Days % | 48.42% | 48.45% |
| Win Month % | 68.97% | 50.0% |
| Win Week % | 61.29% | 47.16% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |